Yau's Affine-Normal Descent for Large-Scale Unrestricted Higher-Moment Portfolio Optimization

By Ya-Juan Wang, Yi-Shuai Niu, Artan Sheshmani, Shing-Tung Yau

Published 2026-04-28

Everscope rating

1506.2

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: YAND-MVSK (Yau's Affine-Normal Descent for Mean-Variance-Skewness-Kurtosis). Problem types: Portfolio Optimization, Optimization, Risk Management.

arXiv:2604.25378 · Paper rankings

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